+28.0%
NU vs RCAT
+90.0%
-62.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.4% | +15.2% | +12.0% |
| 7D | +9.9% | -5.9% | +15.8% | +10.4% |
| 30D | -11.5% | -19.7% | +8.2% | -10.2% |
| 3M | -5.1% | -62.9% | +57.8% | +2.3% |
| 6M | +3.1% | -59.6% | +62.7% | +9.2% |
| YTD | -21.0% | -52.1% | +31.1% | -18.6% |
| 1Y | -15.2% | -50.9% | +35.7% | -13.2% |
| 3Y | +56.4% | +333.8% | -277.3% | +24.8% |
| All | +28.0% | +90.0% | -62.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling